Benefits

Orchestrate the entire financial stress test process.

A visual user interface and workflow component serve as central hub for coordinating all technologies and processes related to financial stress tests, including model selection, scenario specification, scheduling, etc. An embedded process management capability enables you to define workflows, timelines and approval paths, as well as attach documents and track approvals and comments for each step of the process. There's no need to maintain a separate workflow engine for financial stress testing, which eliminates compatibility issues.

Quickly integrate risk and finance data.

Packaged templates for banking balance sheets, income statements and capital plans take the complexity out of integrating risk and finance data. Financial hierarchies are fully integrated into the system, so it's easy to map and aggregate values among different financial hierarchies. Centralized management of reporting and mapping hierarchies streamlines the process of translating financial stress test results into meaningful forecasts and capital plans.

Ensure financial stress test process transparency.

The SAS Stress Testing Workbench links to other components of the stress testing system through a common risk data repository and your institution's model inventory. This ensures transparency, auditability and repeatability throughout the financial stress test process across all types of risk – including market, credit and liquidity risk.

Specify custom financial stress test scenarios.

A web-based scenario manager enables you to specify, run and store scenarios in a central location. You can interactively specify custom, ad hoc scenarios, as well as import and enrich scenarios provided by regulators. Having a central location for scenario specification and storage facilitates collaboration between finance, treasury and risk, and adds transparency to the scenario generation process.

Screenshots

Mapping Configuration

Interactive Balance Sheet Display

Model Mappings

Process Documentation

Process Orchestration & Workflow

Scenario Management

Features

Results consolidation. Maps quantitative stress testing results to the financial models that create projected balance sheets, income statements and capital plans. Fully integrated financial hierarchies make it quick and easy to map and aggregate values between risk and finance hierarchies and hierarchies between various regulatory reports.

Integration of risk and finance. Streamlines the process of translating financial stress test results into meaningful forecasts and capital plans.

Scenario specification and enrichment. Centralizes scenario specification and storage for collaboration between finance, treasury and risk to add consistency to the stress testing process.